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Activity Number: 669 - New Nonparametric Statistical Methods for High-Dimensional Data
Type: Contributed
Date/Time: Thursday, August 2, 2018 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract #327302 Presentation
Title: A Smooth Simultaneous Confidence Band for Correlation Curve
Author(s): Yuanyuan Zhang* and Lijian Yang
Companies: Tsinghua University and Tsinghua University
Keywords: Correlation curve; Confidence band; Heteroscedasticity; Infeasible estimator; Local quadratic estimator
Abstract:

A smooth simultaneous confidence band (SCB) is proposed for a local measure of variance explained by regression, termed correlation curve in Doksum et al (1994), based on local quadratic estimation. The proposed estimator of correlation curve is oracally efficient in the sense that it is as efficient as an infeasible correlation estimator with the variance function known. Simulated and real-data examples are provided to illustrate the usefulness of the proposed oracle SCB.


Authors who are presenting talks have a * after their name.

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